Controlled Stochastic Processes

Iosif Il’ich Gihman and Anatoliĭ Vladimirovich Skorohod
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Iosif Il’ich Gihman: Academy of Sciences of the Ukranian SSR, Institute of Applied Mathematics and Mechanics
Anatoliĭ Vladimirovich Skorohod: Academy of Sciences of the Ukranian SSR, Institute of Mathematics

in Springer Books from Springer

Date: 1979
ISBN: 978-1-4612-6202-2
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Chapters in this book:

Ch 1 Discrete-Parameter Controlled Stochastic Processes

Iosif Il’ich Gihman and Anatoliĭ Vladimirovich Skorohod

Ch 2 Continuous-Time Control Processes

Iosif Il’ich Gihman and Anatoliĭ Vladimirovich Skorohod

Ch 3 Controlled Stochastic Differential Equations

Iosif Il’ich Gihman and Anatoliĭ Vladimirovich Skorohod

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DOI: 10.1007/978-1-4612-6202-2

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